+28.2%
BABA vs FSLR
+184.4%
-156.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -11.9% | -13.7% | +1.8% | -9.4% |
| 3M | -9.3% | -35.1% | +25.8% | -1.4% |
| 6M | -14.2% | +3.6% | -17.9% | -16.1% |
| YTD | -22.0% | -21.7% | -0.3% | -19.6% |
| 1Y | -12.7% | +1.3% | -14.0% | -15.4% |
| 3Y | +26.7% | +9.7% | +17.0% | +12.5% |
| 5Y | -29.3% | +117.4% | -146.7% | -49.6% |
| 10Y | +21.2% | +435.5% | -414.2% | -35.6% |
| All | +28.2% | +184.4% | -156.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling